To make the biscuits, put the flour, custard powder, baking powder, sugar, butter and vegetable shortening (or lard) into a food processor and blitz to produce a crumbly mixture.
Add the egg and milk and blitz again until the mixture clumps together.
Wrap the mixture in clingfilm and leave to rest in the fridge for 20 minutes.
Preheat the oven to 180°C/350°F (without fan).
Roll the dough onto a lightly floured surface to about 4 mm thickness.
Cut out heart shapes and place them on a baking tray lined with baking paper. Use a cake skewer or corn cob holder to prick a dotted border.
Place the biscuits in the oven and bake for about 10 to 12 minutes, until lightly golden. Cool the biscuits on a wire rack.
To make the custard cream, mix together all of the ingredients until you have a smooth but thick mixture.
Sandwich each biscuit together with about a teaspoon of custard cream.
Makes about 16 biscuits.